BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 19.03
Theta: -19.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 103.8 | -170.45 | 18.78 | 328 | 55 | 125.5 | |||
| 19 Dec | 58728.26 | 274.25 | -282.35 | 17.48 | 177.5 | 14 | 70.5 | |||
| 18 Dec | 59417.63 | 556.6 | -367.30 | 17.97 | 119 | 1 | 56.5 | |||
| 17 Dec | 60175.98 | 923.9 | -364.60 | 17.05 | 73 | 8 | 55.5 | |||
| 16 Dec | 60986.65 | 1288.5 | -20.80 | 11.92 | 1.5 | -1.5 | 47.5 | |||
| 13 Dec | 60997.39 | 1309.3 | -71.85 | 10.07 | 126.5 | -7 | 49 | |||
| 12 Dec | 60506.79 | 1381.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1381.15 | -50.50 | 14.54 | 29.5 | -13 | 56 | |||
| 10 Dec | 60959.27 | 1431.65 | 0.00 | 12.05 | 0.5 | 0 | 69 | |||
| 9 Dec | 60827.31 | 1431.65 | -216.35 | 13.55 | 2 | 0 | 69 | |||
| 6 Dec | 60995.64 | 1648 | 26.00 | 13.81 | 16 | 6 | 69 | |||
| 5 Dec | 60941.98 | 1622 | 296.90 | 13.56 | 300 | -5 | 63 | |||
| 4 Dec | 60530.95 | 1325.1 | 294.30 | 12.92 | 497 | 24 | 68 | |||
| 3 Dec | 59986.58 | 1030.8 | 261.25 | 13.19 | 514 | -41 | 44 | |||
| 2 Dec | 59287.61 | 769.55 | -9.75 | 14.24 | 279.5 | 61.5 | 85 | |||
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| 29 Nov | 59298.07 | 779.3 | -34.70 | 13.30 | 27.5 | 2 | 23.5 | |||
| 28 Nov | 59092.56 | 814 | -114.05 | 14.81 | 207.5 | 2 | 21.5 | |||
| 27 Nov | 59573.72 | 928.05 | 17.15 | 12.89 | 69 | 9.5 | 19.5 | |||
| 26 Nov | 59432.06 | 910.9 | 910.90 | 13.33 | 41 | 10 | 10 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Oct | 59669.13 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 60100 expiring on 30DEC2024
Delta for 60100 CE is 0.12
Historical price for 60100 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 103.8, which was -170.45 lower than the previous day. The implied volatity was 18.78, the open interest changed by 110 which increased total open position to 251
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 274.25, which was -282.35 lower than the previous day. The implied volatity was 17.48, the open interest changed by 28 which increased total open position to 141
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 556.6, which was -367.30 lower than the previous day. The implied volatity was 17.97, the open interest changed by 2 which increased total open position to 113
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 923.9, which was -364.60 lower than the previous day. The implied volatity was 17.05, the open interest changed by 16 which increased total open position to 111
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1288.5, which was -20.80 lower than the previous day. The implied volatity was 11.92, the open interest changed by -3 which decreased total open position to 95
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1309.3, which was -71.85 lower than the previous day. The implied volatity was 10.07, the open interest changed by -14 which decreased total open position to 98
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1381.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1381.15, which was -50.50 lower than the previous day. The implied volatity was 14.54, the open interest changed by -26 which decreased total open position to 112
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1431.65, which was 0.00 lower than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 138
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1431.65, which was -216.35 lower than the previous day. The implied volatity was 13.55, the open interest changed by 0 which decreased total open position to 138
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1648, which was 26.00 higher than the previous day. The implied volatity was 13.81, the open interest changed by 12 which increased total open position to 138
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1622, which was 296.90 higher than the previous day. The implied volatity was 13.56, the open interest changed by -10 which decreased total open position to 126
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1325.1, which was 294.30 higher than the previous day. The implied volatity was 12.92, the open interest changed by 48 which increased total open position to 136
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1030.8, which was 261.25 higher than the previous day. The implied volatity was 13.19, the open interest changed by -82 which decreased total open position to 88
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 769.55, which was -9.75 lower than the previous day. The implied volatity was 14.24, the open interest changed by 123 which increased total open position to 170
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 779.3, which was -34.70 lower than the previous day. The implied volatity was 13.30, the open interest changed by 4 which increased total open position to 47
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 814, which was -114.05 lower than the previous day. The implied volatity was 14.81, the open interest changed by 4 which increased total open position to 43
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 928.05, which was 17.15 higher than the previous day. The implied volatity was 12.89, the open interest changed by 19 which increased total open position to 39
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 910.9, which was 910.90 higher than the previous day. The implied volatity was 13.33, the open interest changed by 20 which increased total open position to 20
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Oct BANKEX was trading at 59669.13. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 60100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 20.60
Theta: -6.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 2310 | 847.45 | 19.92 | 1.5 | 0 | 35.5 |
| 19 Dec | 58728.26 | 1462.55 | 452.50 | 17.40 | 10 | -2 | 35.5 |
| 18 Dec | 59417.63 | 1010.05 | 395.55 | 17.21 | 103 | 1 | 37.5 |
| 17 Dec | 60175.98 | 614.5 | 243.40 | 16.61 | 201.5 | -9 | 36.5 |
| 16 Dec | 60986.65 | 371.1 | 9.40 | 17.16 | 89.5 | 10 | 45.5 |
| 13 Dec | 60997.39 | 361.7 | -137.45 | 15.75 | 197.5 | -10 | 35.5 |
| 12 Dec | 60506.79 | 499.15 | 0.70 | 15.05 | 60.5 | -9.5 | 45.5 |
| 11 Dec | 60767.63 | 498.45 | -11.60 | 16.50 | 97 | -19.5 | 55 |
| 10 Dec | 60959.27 | 510.05 | -82.55 | 17.62 | 43 | -5.5 | 74.5 |
| 9 Dec | 60827.31 | 592.6 | 49.75 | 18.07 | 44.5 | -6.5 | 80 |
| 6 Dec | 60995.64 | 542.85 | -58.65 | 17.27 | 115 | 10.5 | 86.5 |
| 5 Dec | 60941.98 | 601.5 | -134.95 | 17.75 | 335 | -8 | 76 |
| 4 Dec | 60530.95 | 736.45 | -228.25 | 17.40 | 367 | 55 | 84 |
| 3 Dec | 59986.58 | 964.7 | -278.85 | 17.28 | 354.5 | 14.5 | 29 |
| 2 Dec | 59287.61 | 1243.55 | 4.05 | 16.10 | 11.5 | 1.5 | 14.5 |
| 29 Nov | 59298.07 | 1239.5 | -66.10 | 15.72 | 11 | -4 | 13 |
| 28 Nov | 59092.56 | 1305.6 | 238.55 | 14.93 | 96.5 | 9 | 17 |
| 27 Nov | 59573.72 | 1067.05 | 1067.05 | 15.04 | 17 | 8 | 8 |
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Oct | 59669.13 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 60100 expiring on 30DEC2024
Delta for 60100 PE is -0.87
Historical price for 60100 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2310, which was 847.45 higher than the previous day. The implied volatity was 19.92, the open interest changed by 0 which decreased total open position to 71
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1462.55, which was 452.50 higher than the previous day. The implied volatity was 17.40, the open interest changed by -4 which decreased total open position to 71
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1010.05, which was 395.55 higher than the previous day. The implied volatity was 17.21, the open interest changed by 2 which increased total open position to 75
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 614.5, which was 243.40 higher than the previous day. The implied volatity was 16.61, the open interest changed by -18 which decreased total open position to 73
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 371.1, which was 9.40 higher than the previous day. The implied volatity was 17.16, the open interest changed by 20 which increased total open position to 91
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 361.7, which was -137.45 lower than the previous day. The implied volatity was 15.75, the open interest changed by -20 which decreased total open position to 71
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 499.15, which was 0.70 higher than the previous day. The implied volatity was 15.05, the open interest changed by -19 which decreased total open position to 91
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 498.45, which was -11.60 lower than the previous day. The implied volatity was 16.50, the open interest changed by -39 which decreased total open position to 110
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 510.05, which was -82.55 lower than the previous day. The implied volatity was 17.62, the open interest changed by -11 which decreased total open position to 149
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 592.6, which was 49.75 higher than the previous day. The implied volatity was 18.07, the open interest changed by -13 which decreased total open position to 160
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 542.85, which was -58.65 lower than the previous day. The implied volatity was 17.27, the open interest changed by 21 which increased total open position to 173
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 601.5, which was -134.95 lower than the previous day. The implied volatity was 17.75, the open interest changed by -16 which decreased total open position to 152
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 736.45, which was -228.25 lower than the previous day. The implied volatity was 17.40, the open interest changed by 110 which increased total open position to 168
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 964.7, which was -278.85 lower than the previous day. The implied volatity was 17.28, the open interest changed by 29 which increased total open position to 58
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1243.55, which was 4.05 higher than the previous day. The implied volatity was 16.10, the open interest changed by 3 which increased total open position to 29
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1239.5, which was -66.10 lower than the previous day. The implied volatity was 15.72, the open interest changed by -8 which decreased total open position to 26
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1305.6, which was 238.55 higher than the previous day. The implied volatity was 14.93, the open interest changed by 18 which increased total open position to 34
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1067.05, which was 1067.05 higher than the previous day. The implied volatity was 15.04, the open interest changed by 16 which increased total open position to 16
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Oct BANKEX was trading at 59669.13. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
